If I close C.A.T. and open it later, then "Load Markets PingPong Parameter," will C.A.T. be able to ingest my open orders on Crypsty?
I have about a thousand open orders on C.A.T. and I need to restart my computer.
Actually no

Difficulty part is not the "reload" of current orders. Difficult part is load/save all the "old" environment......
Then what should he do when he needs to reboot his machine? Manually close all orders?
I Suggest this kind of steps :
- Close all marketks where there are no Ping-Pong/Trade active (you will see empty table).
- Set the rest of markets in "Return All To BTC Mode" or "Retrn all to Alternative Currency Mode"
After that i think you will have less markets working.
Then you can close all cryptsy orders and stop C.A.t.
What is more memory intensive? The amount of markets or the amount of orders? I'm assuming the number of actively traded markets.